• Vice President, SEC4348229

    Location(s) US-NY-New York
    Job ID
    Schedule Type
    Full Time
    Vice President/Executive Director
    Business Unit
    EQ Franchise Sales Strats
    Employment Type

    Vice President with Goldman Sachs & Co. LLC in New York, New York.


    Work Schedule: 40 hours per week (9:00 a.m. to 6:00 p.m.)


    Duties: Vice President with Goldman Sachs & Co. LLC in New York, New York. Develop new systematic trading strategies based on academic research, market structure and statistical analysis. Develop backtesting methodologies and models to support and maintain all live trades and backtested indices. Conduct on-going maintenance of the platform, including the evaluation of performance and risk con  tribution of cross asset portfolios. Build statistical tools explaining factor exposure and performance of strategies based on publicly available data. Utilize quantitative financial and programming skills to implement risk models used to estimate maximum possible exposure of complex OTC trades in a timely fashion. Work along with the technology and engineering team and offer guidance on what tools and features to develop based on the desk’s view and client’s needs. Work with the systematic trading strategies trading strats team on strategy implementation. Work with the Technology Division on infrastructure solutions to facilitate pre and post trades. Write and review methodology documentation, marketing material and complex transaction due diligences. Educate the sales force on any updates and relevant analysis done on our offering across asset classes. Work closely with sales team to engage with clients on their product goals. Work with institutional clients to develop customized investment and hedging solutions for their requirements. Market the systematic trading strategies platform to institutional clients and adapt the communication to the degree of sophistication of the interlocutor.


    Job Requirements: Master’s degree (US or foreign equivalent) in Financial Engineering, Mathematics or a related quantitative field. Four (4) years of experience in the job offered or a related systematic quantitative investing role. Prior work experience must four (4) years of experience with: The development, production implementation, and maintenance of mission critical software in a high performance object oriented programming language; Performing Index construction, Equity derivatives pricing, and Equity Multi Factor modeling; Performing pricing of exotic options, regression analysis across client portfolios, and simulations of potential outcomes using financial mathematics techniques including but not limited to stochastic calculus, jump processes, no-arbitrage pricing theory, partial differential equations, multivariable calculus, linear algebra, numerical methods, optimization, probability and random processes; Applying principal component analysis, hypothesis testing, and linear/non-linear optimization; Developing systematic quantitative investment strategies by analyzing equity markets and market structure and conducting analysis of large trades and complex structures; and Performing time series analysis and manipulating large datasets. FINRA Series 7 and Series 63 licenses required. Fluency in the Portuguese language required for daily usage to interact with clients from Brazil via telephone and email communications, as well as in-person meetings in Brazil. Travel required 10% of the time to visit Latin American clientele in Brazil to understand product goals and  marketing business needs.



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